Timeline for Optimization of multiple objective functions with constraints
Current License: CC BY-SA 3.0
16 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 26, 2013 at 14:31 | answer | added | forecaster | timeline score: 3 | |
| Nov 26, 2013 at 11:28 | history | reopened | Peter Flom | ||
| Nov 26, 2013 at 6:08 | comment | added | user35277 | I've edited the information above in the original question. I hope the question gets re-opened quickly for it to be answered. | |
| Nov 26, 2013 at 5:50 | review | Reopen votes | |||
| Nov 26, 2013 at 11:28 | |||||
| Nov 26, 2013 at 5:32 | history | edited | user35277 | CC BY-SA 3.0 |
added 527 characters in body
|
| Nov 25, 2013 at 15:12 | comment | added | forecaster | yes, you can optimze using R. Once the hold is lifted I can answer your question. | |
| Nov 25, 2013 at 13:49 | history | closed |
mpiktas Nick Cox whuber♦ |
Needs details or clarity | |
| Nov 25, 2013 at 12:08 | comment | added | mpiktas | Please update the question with the information from the comment, since this information changes the question quite substantially. | |
| Nov 25, 2013 at 10:44 | review | Close votes | |||
| Nov 25, 2013 at 13:49 | |||||
| Nov 25, 2013 at 10:38 | comment | added | user35277 | y1 = 0.32 x1 + 0.21 x1*x1 + 0.49 x2... y2... y3 . . . The equations that i have is a non-linear function. These are non-linear regression equations or non-linear Market Mix Models. The x's are TV spend, Digital Spend etc. I want to 'include' all these models, use some constraints on them and optimize the spends in all the models with respect to constraints like...x1 (TV spend) < 100, TV + Digital spend < 500. I want to be able to say that of an amount of 100, i should spend, 30 on model 1, 20 on model 2( equation 2) etc. | |
| Nov 25, 2013 at 8:44 | comment | added | mpiktas | As the problem is stated now, the obvious (and probably not entirely viable) solution is to minimize the sum of squares of your objective functions. Then you have one objective function instead of many, and you can use R packages Rsolnp and alabama for constrained optimisation. Also it would help to look into following list of R packages which deal with optimisation: cran.r-project.org/web/views/Optimization.html | |
| Nov 25, 2013 at 8:41 | comment | added | mpiktas | Optimization means that you have a function which for given parameters produces a number. So your first function is $f(x_{11},x_{12})=a_{11}x_{11}+a_{12}x_{11}^2+a_{13}x_{12}+...$? It would be helpful if you write full definition without the elipsis, and state the nature of constants $a_{ij}$. Also it would really help to know what is the problem you are trying to solve. For particular problems there are special optimisation procedures which are much better than general ones. | |
| Nov 25, 2013 at 8:21 | comment | added | user35277 | I just need to maximize y1, y2...etc. I'm unsure about what you mean by the statistical model. Yes, these equations is what i want to optimize on given constraints. | |
| Nov 25, 2013 at 7:43 | comment | added | mpiktas | What is the statistical model you are trying to fit? Note that you do not state the objective functions, you state the equations. | |
| Nov 25, 2013 at 6:19 | review | First posts | |||
| Nov 25, 2013 at 7:56 | |||||
| Nov 25, 2013 at 5:59 | history | asked | user35277 | CC BY-SA 3.0 |